+71.8%
CF vs HALO
+176.9%
-105.1%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.7% | +2.4% | +0.7% |
| 7D | -0.9% | +0.5% | -1.5% | -0.9% |
| 30D | +18.1% | +5.0% | +13.0% | +18.2% |
| 3M | +23.4% | +53.1% | -29.8% | +24.6% |
| 6M | +17.1% | +60.8% | -43.7% | +18.5% |
| YTD | +76.2% | +60.9% | +15.3% | +78.1% |
| 1Y | +62.3% | +42.8% | +19.5% | +64.3% |
| 3Y | +71.8% | +181.3% | -109.4% | +64.0% |
| All | +71.8% | +176.9% | -105.1% | +64.0% |
Cumulative growth
Daily Returns
Daily percentage return beside HALO.
Daily Out/Under-Performance
Portfolio return minus HALO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HALO return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded HALO wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling